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20182022
most citedFinite Horizon Robust Impulse Control in a Non-Markovian Framework and Related Systems of Reflected BSDEs

1 citations · 1 across the 2 of their papers we have counts for

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math.OC2018

On the Finite Horizon Optimal Switching Problem with Random Lag

Magnus Perninge

We consider an optimal switching problem with random lag and possibility of component failure. The random lag is modeled by letting the operation mode follow a regime switching Mar…